Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413209.3365 | 297338.0529 | 115871.2836 | 199788.1422 | 284422.3654 | -84634.2232 |
Total P&L (%) | 413.2093 | 297.3381 | 115.8713 | 199.7881 | 284.4224 | -84.6342 |
Avg Daily Profit (%) | 0.2357 | 0.1696 | 0.0661 | 0.0626 | 0.0768 | -0.1068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149075 | -93960 | -115270 | -864393 | -755559 | -625090 |
Profit Factor | 1.2766 | 1.4026 | 1.1534 | 1.0325 | 1.0936 | 0.9728 |
Total Trades | 627 | 314 | 313 | 627 | 314 | 313 |
Winning Trades | 289 | 139 | 150 | 289 | 139 | 150 |
Losing Trades | 338 | 175 | 163 | 338 | 175 | 163 |
Profitability (%) | 46.0925 | 44.2675 | 47.9233 | 46.0925 | 44.2675 | 47.9233 |
Ratio Avg Win / Avg Loss | 1.493 | 1.7659 | 1.2533 | 1.2076 | 1.3768 | 1.0571 |
Largest Winning Trade | 200837 | 200837 | 48742 | 436211 | 436211 | 191306 |
Largest Losing Trade | -22619 | -22619 | -20523 | -126562 | -96039 | -126562 |
Avg Bars in Trades | 33 | 27 | 38 | 33 | 27 | 38 |
Avg Bars in Winners | 49 | 41 | 56 | 49 | 41 | 56 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 20787 | 8600 | 12187 | 20787 | 8600 | 12187 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346424 | 299462 | -156233 | -292295 | -208781 | -578837 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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